Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.07% | 3.96 CHF | 3.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,286 CHF | 101,361 CHF | 99.41% | 99.41% |
28/05/2024 | 0.07% | 4.07 CHF | 4.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,345 CHF | 101,420 CHF | 99.83% | 99.83% |
27/05/2024 | 0.08% | 3.91 CHF | 3.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,465 CHF | 97,540 CHF | 100.00% | 100.00% |
24/05/2024 | 0.08% | 3.94 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,011 CHF | 95,086 CHF | 99.69% | 99.69% |
23/05/2024 | 0.08% | 3.87 CHF | 3.87 CHF | 25,000 | 25,000 | 28,503 | 28,503 | 112,728 CHF | 112,846 CHF | 98.49% | 98.49% |
22/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 368,238 CHF | 369,238 CHF | 98.86% | 98.86% |
21/05/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 366,369 CHF | 367,369 CHF | 98.51% | 98.51% |
17/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 357,454 CHF | 358,454 CHF | 99.99% | 99.99% |
16/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 369,951 CHF | 370,951 CHF | 99.99% | 99.99% |
15/05/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 353,456 CHF | 354,456 CHF | 99.99% | 99.99% |